DMC: A multifunctional hybrid dynamics/Monte Carlo simulation algorithm for the evaluation of conformational space

1992 ◽  
Vol 13 (6) ◽  
pp. 693-703 ◽  
Author(s):  
S.D. Morley ◽  
D.E. Jackson ◽  
M.R. Saunders ◽  
J.G. Vinter
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Conformational Space ◽  
Simulation Algorithm ◽  
Hybrid Dynamics

PARALLELIZATION OF THE ISING SIMULATION

1993 ◽  
Vol 04 (06) ◽  
pp. 1131-1135 ◽  
Author(s):  
NOBUYASU ITO
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Simulation Algorithm ◽  
Efficient Simulation ◽  
Relaxation Study ◽  
Single Processor ◽  
Non Equilibrium

The parallelization aspect of the Ising Monte Carlo simulation is discussed. It is shown that most of the theoretically interesting simulations now are suitable for the trivial parallelization, that is, the Ising simulation is ideally parallelizable. Furthermore, presently most efficient simulation algorithm for single processor is also a kind of trivial paralellization. Results on the non-equilibrium critical relaxation study is included as an example.

Finite element based Monte Carlo simulation of options on Lévy driven assets

2018 ◽  
Vol 05 (01) ◽  
pp. 1850013 ◽  
Author(s):  
Patrik Karlsson
Keyword(s):  
Differential Equation ◽  
Monte Carlo Simulation ◽  
Finite Element ◽  
Monte Carlo ◽  
Monte Carlo Simulations ◽  
Transition Matrix ◽  
Simulation Algorithm ◽  
Option Prices ◽  
European Options ◽  
Inverse Transition

This paper extends the simulation algorithm by Andreasen and Huge (2011) to the simulation of option prices and deltas on Lévy driven assets where the simulation is performed relying on the inverse transition matrix of the discretized partial integro differential equation (PIDE). We demonstrate how one can get accurate prices and deltas of European options on VG and CGMY via Monte Carlo simulations.

Environmental project evaluation: IRR-based decision support with a Monte Carlo simulation algorithm

2012 ◽  
Vol 29 (4) ◽  
pp. 291-299 ◽  
Author(s):  
Athanasios C. Karmperis ◽  
Anastasios Sotirchos ◽  
Ilias P. Tatsiopoulos ◽  
Konstantinos Aravossis
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Decision Support ◽  
Project Evaluation ◽  
Simulation Algorithm

Monte-Carlo Simulation of Energy Relaxation of Interacting Carriers in a-Si:H Under Arbitrary Electric Fields

1993 ◽  
Vol 297 ◽  
Author(s):  
B. Cleve ◽  
R. Hess ◽  
S.D. Baranovskii ◽  
P. Thomas
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Theoretical Prediction ◽  
Electric Fields ◽  
Effective Temperature ◽  
Applied Electric Field ◽  
Applied Field ◽  
Energy Relaxation ◽  
Amorphous Semiconductors ◽  
Simulation Algorithm

A new Monte-Carlo simulation algorithm has been applied to verify the concept of the effective temperature recently suggested as a description of energy relaxation of carriers in band tails of amorphous semiconductors under the presence of an applied electric field. The algorithm allows the simulation with arbitrary applied field and finite temperature. The results of the simulation agree favourably with the theoretical prediction.

scholarly journals Monte Carlo Simulations of ED-XRF Spectra as an Authentication Tool for Nuragic Bronzes

Heritage ◽  
2021 ◽  
Vol 4 (3) ◽  
pp. 1912-1919
Author(s):  
Carlo Nocco ◽  
Antonio Brunetti ◽  
Sergio Augusto Barcellos Lins
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Chemical Composition ◽  
Chemical Analysis ◽  
Monte Carlo Simulations ◽  
Cultural Relevance ◽  
Simulation Algorithm ◽  
X Ray

The high artistic and cultural relevance of particular objects, in this case from the Nuragic civilization, have stimulated the growth of a forgery industry, replicating small bronze boats (navicelle), statues (bronzetti), and other objects. It is often the case where the forgeries are of such quality that it becomes difficult to distinguish them from authentic artifacts without a proper chemical analysis. In this research, a Monte Carlo simulation algorithm for X-ray interactions with matter is used to obtain the chemical composition from the bulk of each object from a set of five. The method employed has the advantage of being completely nondestructive and relatively fast. The objects’ chemical composition and morphology were compared with the data available from authentic artifacts so their authenticity could be inferred. Four of the five objects are likely to be authentic, where two of them could be associated with a Sardinian origin.

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